+25.3%
MMM vs MOH
-21.2%
+46.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.1% |
| 7D | -3.2% | -1.3% | -1.9% | -3.2% |
| 30D | -10.7% | +3.0% | -13.6% | -10.8% |
| 3M | +4.3% | +1.2% | +3.1% | +4.0% |
| 6M | +5.9% | +41.7% | -35.8% | +3.5% |
| YTD | +3.2% | +15.4% | -12.3% | +1.6% |
| 1Y | +8.0% | +11.8% | -3.8% | +6.2% |
| 3Y | +99.1% | -37.5% | +136.6% | +102.3% |
| All | +25.3% | -21.2% | +46.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling